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CRPT vs. BKCH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPT vs. BKCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Global X Blockchain ETF (BKCH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRPT achieves a -14.19% return, which is significantly lower than BKCH's 32.33% return.


CRPT

1D
-4.17%
1M
-11.05%
YTD
-14.19%
6M
-19.90%
1Y
-38.88%
3Y*
32.74%
5Y*
10Y*

BKCH

1D
-2.35%
1M
-2.02%
YTD
32.33%
6M
21.68%
1Y
91.74%
3Y*
47.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPT vs. BKCH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
-14.19%-9.54%75.29%193.86%-80.84%-9.59%
BKCH
Global X Blockchain ETF
32.33%27.14%18.81%267.06%-85.10%-9.48%

Correlation

The correlation between CRPT and BKCH is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

0.91

The correlation between CRPT and BKCH shifts across timeframes, from 0.80 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRPT vs. BKCH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRPT
CRPT Risk / Return Rank: 44
Overall Rank
CRPT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 44
Sortino Ratio Rank
CRPT Omega Ratio Rank: 44
Omega Ratio Rank
CRPT Calmar Ratio Rank: 33
Calmar Ratio Rank
CRPT Martin Ratio Rank: 33
Martin Ratio Rank

BKCH
BKCH Risk / Return Rank: 3434
Overall Rank
BKCH Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 3939
Sortino Ratio Rank
BKCH Omega Ratio Rank: 3636
Omega Ratio Rank
BKCH Calmar Ratio Rank: 3434
Calmar Ratio Rank
BKCH Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRPT vs. BKCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Global X Blockchain ETF (BKCH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRPTBKCHDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.71

Omega ratioGain probability vs. loss probability

0.91

1.23

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.69

1.64

-2.33

Martin ratioReturn relative to average drawdown

-1.15

2.97

-4.12

CRPT vs. BKCH - Sharpe Ratio Comparison

The current CRPT Sharpe Ratio is -0.67, which is lower than the BKCH Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of CRPT and BKCH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CRPT vs. BKCH - Drawdown Comparison

The maximum CRPT drawdown since its inception was -88.34%, roughly equal to the maximum BKCH drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for CRPT and BKCH.


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Drawdown Indicators


CRPTBKCHDifference

Max Drawdown

Largest peak-to-trough decline

-88.34%

-91.80%

+3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-56.46%

-56.28%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-56.46%

-57.99%

+1.53%

Current Drawdown

Current decline from peak

-50.20%

-36.56%

-13.64%

Average Drawdown

Average peak-to-trough decline

-52.56%

-61.85%

+9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.85%

30.96%

+2.89%

Volatility

CRPT vs. BKCH - Volatility Comparison

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Global X Blockchain ETF (BKCH) have volatilities of 17.83% and 18.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPTBKCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.83%

18.01%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

46.61%

51.29%

-4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

58.13%

70.40%

-12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.66%

75.41%

-2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.66%

75.41%

-2.75%

CRPT vs. BKCH - Expense Ratio Comparison

CRPT has a 0.85% expense ratio, which is higher than BKCH's 0.50% expense ratio.


Dividends

CRPT vs. BKCH - Dividend Comparison

CRPT's dividend yield for the trailing twelve months is around 0.88%, less than BKCH's 1.51% yield.


PositionTTM20252024202320222021
BKCH
Global X Blockchain ETF
1.51%2.00%7.61%2.33%1.29%4.28%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
0.88%0.75%1.84%0.00%0.03%1.16%

Frequently Asked Questions


CRPT and BKCH have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKCH has higher volatility (18.01%) compared to CRPT (17.83%). In terms of maximum drawdown, CRPT dropped -88.34% vs BKCH's -91.80%.

On 3-year performance, BKCH leads with 47.96% vs 32.74% for CRPT. On fees, BKCH is cheaper at 0.50% per year. On volatility, CRPT has been the lower-risk option at 17.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BKCH has performed better with a 47.96% return vs 32.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKCH is cheaper with a 0.50% expense ratio, compared with 0.85% for CRPT.

BKCH has the higher dividend yield at 1.51%, compared with 0.88% for CRPT.

CRPT is categorized as Technology Equities, while BKCH is Blockchain. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.85% for CRPT and 0.50% for BKCH.

BKCH currently has the higher Sharpe Ratio (1.31 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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